INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.46
Theta: -0.36
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 12 Dec | 846.15 | 4 | 0.4 | 25.32 | 3,548 | 119 | 4,891 | |||||||||
| 11 Dec | 835.55 | 3.5 | -0.35 | 27.56 | 2,247 | -140 | 4,765 | |||||||||
| 10 Dec | 833.85 | 3.8 | -1.65 | 28.08 | 2,552 | 239 | 4,887 | |||||||||
| 9 Dec | 844.35 | 5.45 | 0.15 | 26.00 | 2,032 | -131 | 4,650 | |||||||||
| 8 Dec | 841.40 | 5 | -7.5 | 26.84 | 4,774 | -566 | 4,773 | |||||||||
| 5 Dec | 870.10 | 12.1 | 0.2 | 24.00 | 4,910 | -28 | 5,363 | |||||||||
| 4 Dec | 863.00 | 11.7 | 4.45 | 26.36 | 8,006 | 999 | 5,392 | |||||||||
| 3 Dec | 846.90 | 7.1 | -1.2 | 25.47 | 2,520 | 151 | 4,393 | |||||||||
| 2 Dec | 850.30 | 8.25 | 0.3 | 24.48 | 1,909 | -3 | 4,235 | |||||||||
| 1 Dec | 847.15 | 7.9 | -3.3 | 25.29 | 4,004 | -50 | 4,188 | |||||||||
| 28 Nov | 858.55 | 11.35 | -0.1 | 23.94 | 3,267 | 86 | 4,237 | |||||||||
| 27 Nov | 857.45 | 11 | 1.6 | 23.44 | 4,087 | 795 | 4,149 | |||||||||
| 26 Nov | 850.70 | 9.3 | 1.1 | 23.37 | 3,491 | 930 | 3,358 | |||||||||
| 25 Nov | 839.90 | 8.1 | -1.25 | 23.74 | 1,549 | 61 | 2,424 | |||||||||
| 24 Nov | 836.05 | 8.95 | -3.05 | 26.56 | 1,833 | 261 | 2,358 | |||||||||
| 21 Nov | 846.55 | 12.2 | 2.35 | 25.80 | 3,584 | -462 | 2,094 | |||||||||
| 20 Nov | 829.40 | 9.8 | -1.9 | 27.42 | 2,854 | 1,551 | 2,558 | |||||||||
| 19 Nov | 839.60 | 12.1 | -2.35 | 26.69 | 566 | -50 | 1,005 | |||||||||
| 18 Nov | 847.95 | 14.15 | -3.35 | 26.09 | 301 | 18 | 1,056 | |||||||||
| 17 Nov | 854.05 | 17.6 | 0.95 | 27.04 | 534 | 73 | 1,046 | |||||||||
| 14 Nov | 848.25 | 17 | -6.55 | 27.15 | 492 | -87 | 972 | |||||||||
| 13 Nov | 863.45 | 23.75 | -3.2 | 27.82 | 2,441 | -784 | 1,056 | |||||||||
| 12 Nov | 864.40 | 26 | 9.8 | 29.94 | 990 | 139 | 1,841 | |||||||||
| 11 Nov | 826.10 | 16.6 | 9.6 | 31.58 | 2,113 | 1,588 | 1,701 | |||||||||
| 10 Nov | 799.35 | 7 | 0.4 | 28.40 | 130 | 64 | 73 | |||||||||
| 7 Nov | 797.25 | 6.75 | 1.95 | 27.10 | 10 | 7 | 9 | |||||||||
| 6 Nov | 786.20 | 4.8 | -19.6 | 26.18 | 2 | 1 | 1 | |||||||||
| 4 Nov | 790.20 | 24.4 | 0 | 7.89 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 900 expiring on 30DEC2025
Delta for 900 CE is 0.16
Historical price for 900 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 25.32, the open interest changed by 119 which increased total open position to 4891
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 27.56, the open interest changed by -140 which decreased total open position to 4765
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 3.8, which was -1.65 lower than the previous day. The implied volatity was 28.08, the open interest changed by 239 which increased total open position to 4887
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 5.45, which was 0.15 higher than the previous day. The implied volatity was 26.00, the open interest changed by -131 which decreased total open position to 4650
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 5, which was -7.5 lower than the previous day. The implied volatity was 26.84, the open interest changed by -566 which decreased total open position to 4773
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 12.1, which was 0.2 higher than the previous day. The implied volatity was 24.00, the open interest changed by -28 which decreased total open position to 5363
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 11.7, which was 4.45 higher than the previous day. The implied volatity was 26.36, the open interest changed by 999 which increased total open position to 5392
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 7.1, which was -1.2 lower than the previous day. The implied volatity was 25.47, the open interest changed by 151 which increased total open position to 4393
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 8.25, which was 0.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 4235
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 7.9, which was -3.3 lower than the previous day. The implied volatity was 25.29, the open interest changed by -50 which decreased total open position to 4188
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 11.35, which was -0.1 lower than the previous day. The implied volatity was 23.94, the open interest changed by 86 which increased total open position to 4237
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 11, which was 1.6 higher than the previous day. The implied volatity was 23.44, the open interest changed by 795 which increased total open position to 4149
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 9.3, which was 1.1 higher than the previous day. The implied volatity was 23.37, the open interest changed by 930 which increased total open position to 3358
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 8.1, which was -1.25 lower than the previous day. The implied volatity was 23.74, the open interest changed by 61 which increased total open position to 2424
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 8.95, which was -3.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 261 which increased total open position to 2358
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 12.2, which was 2.35 higher than the previous day. The implied volatity was 25.80, the open interest changed by -462 which decreased total open position to 2094
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 9.8, which was -1.9 lower than the previous day. The implied volatity was 27.42, the open interest changed by 1551 which increased total open position to 2558
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 12.1, which was -2.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by -50 which decreased total open position to 1005
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 14.15, which was -3.35 lower than the previous day. The implied volatity was 26.09, the open interest changed by 18 which increased total open position to 1056
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 17.6, which was 0.95 higher than the previous day. The implied volatity was 27.04, the open interest changed by 73 which increased total open position to 1046
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 17, which was -6.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by -87 which decreased total open position to 972
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 23.75, which was -3.2 lower than the previous day. The implied volatity was 27.82, the open interest changed by -784 which decreased total open position to 1056
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 26, which was 9.8 higher than the previous day. The implied volatity was 29.94, the open interest changed by 139 which increased total open position to 1841
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 16.6, which was 9.6 higher than the previous day. The implied volatity was 31.58, the open interest changed by 1588 which increased total open position to 1701
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 7, which was 0.4 higher than the previous day. The implied volatity was 28.40, the open interest changed by 64 which increased total open position to 73
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 6.75, which was 1.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by 7 which increased total open position to 9
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 4.8, which was -19.6 lower than the previous day. The implied volatity was 26.18, the open interest changed by 1 which increased total open position to 1
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 24.4, which was 0 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30DEC2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.46
Theta: -0.12
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 846.15 | 53.8 | -9.45 | 25.41 | 33 | -9 | 1,072 |
| 11 Dec | 835.55 | 63.35 | -6.85 | 23.13 | 106 | -15 | 1,080 |
| 10 Dec | 833.85 | 70 | 14.25 | 34.47 | 41 | 7 | 1,098 |
| 9 Dec | 844.35 | 54.6 | -6.9 | 26.56 | 48 | -10 | 1,092 |
| 8 Dec | 841.40 | 62.95 | 25.7 | 31.03 | 175 | -29 | 1,102 |
| 5 Dec | 870.10 | 36.8 | -6.4 | 24.71 | 370 | 26 | 1,129 |
| 4 Dec | 863.00 | 43.6 | -12.2 | 25.60 | 271 | 0 | 1,103 |
| 3 Dec | 846.90 | 55.75 | 1.75 | 25.30 | 47 | -3 | 1,101 |
| 2 Dec | 850.30 | 54 | -2.4 | 29.08 | 11 | -2 | 1,105 |
| 1 Dec | 847.15 | 58.45 | 10.5 | 29.40 | 194 | 40 | 1,107 |
| 28 Nov | 858.55 | 48.45 | -1.1 | 27.31 | 43 | 0 | 1,070 |
| 27 Nov | 857.45 | 50.1 | -3.45 | 28.13 | 208 | 56 | 1,070 |
| 26 Nov | 850.70 | 54.05 | -8.9 | 26.86 | 524 | 313 | 1,013 |
| 25 Nov | 839.90 | 61.7 | -4.65 | 29.30 | 74 | 37 | 701 |
| 24 Nov | 836.05 | 67.7 | 9.2 | 29.71 | 361 | 166 | 662 |
| 21 Nov | 846.55 | 59.7 | -12.75 | 28.99 | 191 | 87 | 496 |
| 20 Nov | 829.40 | 72.25 | 8.3 | 29.76 | 107 | 60 | 408 |
| 19 Nov | 839.60 | 63.95 | 5.75 | 28.69 | 39 | 8 | 348 |
| 18 Nov | 847.95 | 57.45 | 3.9 | 27.46 | 34 | 6 | 340 |
| 17 Nov | 854.05 | 53.3 | -5.5 | 27.31 | 149 | 76 | 334 |
| 14 Nov | 848.25 | 59 | 7.25 | 28.62 | 49 | 18 | 258 |
| 13 Nov | 863.45 | 51.3 | -2.7 | 29.86 | 393 | 148 | 240 |
| 12 Nov | 864.40 | 53.95 | -27.4 | 30.94 | 86 | 73 | 91 |
| 11 Nov | 826.10 | 81.35 | -28.65 | 36.04 | 20 | 14 | 17 |
| 10 Nov | 799.35 | 110 | 10 | - | 0 | 0 | 0 |
| 7 Nov | 797.25 | 110 | 10 | - | 0 | 0 | 0 |
| 6 Nov | 786.20 | 110 | 10 | - | 0 | 1 | 0 |
| 4 Nov | 790.20 | 110 | 10 | 33.39 | 1 | 0 | 2 |
For Indusind Bank Limited - strike price 900 expiring on 30DEC2025
Delta for 900 PE is -0.84
Historical price for 900 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 53.8, which was -9.45 lower than the previous day. The implied volatity was 25.41, the open interest changed by -9 which decreased total open position to 1072
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 63.35, which was -6.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by -15 which decreased total open position to 1080
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 70, which was 14.25 higher than the previous day. The implied volatity was 34.47, the open interest changed by 7 which increased total open position to 1098
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 54.6, which was -6.9 lower than the previous day. The implied volatity was 26.56, the open interest changed by -10 which decreased total open position to 1092
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 62.95, which was 25.7 higher than the previous day. The implied volatity was 31.03, the open interest changed by -29 which decreased total open position to 1102
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 36.8, which was -6.4 lower than the previous day. The implied volatity was 24.71, the open interest changed by 26 which increased total open position to 1129
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 43.6, which was -12.2 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 1103
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 55.75, which was 1.75 higher than the previous day. The implied volatity was 25.30, the open interest changed by -3 which decreased total open position to 1101
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 54, which was -2.4 lower than the previous day. The implied volatity was 29.08, the open interest changed by -2 which decreased total open position to 1105
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 58.45, which was 10.5 higher than the previous day. The implied volatity was 29.40, the open interest changed by 40 which increased total open position to 1107
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 48.45, which was -1.1 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 1070
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 50.1, which was -3.45 lower than the previous day. The implied volatity was 28.13, the open interest changed by 56 which increased total open position to 1070
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 54.05, which was -8.9 lower than the previous day. The implied volatity was 26.86, the open interest changed by 313 which increased total open position to 1013
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 61.7, which was -4.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 37 which increased total open position to 701
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 67.7, which was 9.2 higher than the previous day. The implied volatity was 29.71, the open interest changed by 166 which increased total open position to 662
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 59.7, which was -12.75 lower than the previous day. The implied volatity was 28.99, the open interest changed by 87 which increased total open position to 496
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 72.25, which was 8.3 higher than the previous day. The implied volatity was 29.76, the open interest changed by 60 which increased total open position to 408
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 63.95, which was 5.75 higher than the previous day. The implied volatity was 28.69, the open interest changed by 8 which increased total open position to 348
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 57.45, which was 3.9 higher than the previous day. The implied volatity was 27.46, the open interest changed by 6 which increased total open position to 340
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 53.3, which was -5.5 lower than the previous day. The implied volatity was 27.31, the open interest changed by 76 which increased total open position to 334
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 59, which was 7.25 higher than the previous day. The implied volatity was 28.62, the open interest changed by 18 which increased total open position to 258
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 51.3, which was -2.7 lower than the previous day. The implied volatity was 29.86, the open interest changed by 148 which increased total open position to 240
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 53.95, which was -27.4 lower than the previous day. The implied volatity was 30.94, the open interest changed by 73 which increased total open position to 91
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 81.35, which was -28.65 lower than the previous day. The implied volatity was 36.04, the open interest changed by 14 which increased total open position to 17
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was 33.39, the open interest changed by 0 which decreased total open position to 2































































































































































































































